+35.2%
PFE vs OMC
+29.9%
+5.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.8% |
| 7D | -4.3% | -4.2% | 0.0% | -3.3% |
| 30D | +2.7% | -7.5% | +10.2% | +4.5% |
| 3M | +10.0% | +4.6% | +5.3% | +8.4% |
| 6M | +7.2% | -4.8% | +12.0% | +7.8% |
| YTD | +17.3% | -1.0% | +18.3% | +16.3% |
| 1Y | +20.3% | +3.8% | +16.5% | +17.4% |
| 3Y | -1.6% | +10.2% | -11.8% | -6.5% |
| 5Y | -21.4% | +29.7% | -51.1% | -30.0% |
| 10Y | +35.2% | +32.3% | +2.9% | +13.3% |
| All | +35.2% | +29.9% | +5.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling